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Passage from two-parameters to infinite dimension

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Stochastic Partial Differential Equations and Applications

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1236))

Abstract

The transition probabilities of bidirectional Markov processes are constructed in function spaces and an Ito formula is given for a class of bidirectional diffusions considered as infinite dimensional processes. It is shown how the filtering problem of these diffusions can be formulated in function spaces.

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Authors and Affiliations

  1. Ecole Nationale Supérieure des Télécommunications 46, rue Barrault, 75634, Paris - Cédex 13, France

    H. Korezlioglu

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  1. H. Korezlioglu
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Giuseppe Da Prato Luciano Tubaro

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© 1987 Springer-Verlag

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Korezlioglu, H. (1987). Passage from two-parameters to infinite dimension. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications. Lecture Notes in Mathematics, vol 1236. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072886

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  • DOI: https://doi.org/10.1007/BFb0072886

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17211-6

  • Online ISBN: 978-3-540-47408-1

  • eBook Packages: Springer Book Archive

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